Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,489 |
18,535 |
46 |
0.2% |
18,380 |
High |
18,545 |
18,540 |
-5 |
0.0% |
18,539 |
Low |
18,437 |
18,469 |
32 |
0.2% |
18,286 |
Close |
18,523 |
18,514 |
-9 |
0.0% |
18,480 |
Range |
108 |
71 |
-37 |
-34.3% |
253 |
ATR |
134 |
130 |
-5 |
-3.4% |
0 |
Volume |
124,962 |
104,364 |
-20,598 |
-16.5% |
680,888 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,721 |
18,688 |
18,553 |
|
R3 |
18,650 |
18,617 |
18,534 |
|
R2 |
18,579 |
18,579 |
18,527 |
|
R1 |
18,546 |
18,546 |
18,521 |
18,527 |
PP |
18,508 |
18,508 |
18,508 |
18,498 |
S1 |
18,475 |
18,475 |
18,508 |
18,456 |
S2 |
18,437 |
18,437 |
18,501 |
|
S3 |
18,366 |
18,404 |
18,495 |
|
S4 |
18,295 |
18,333 |
18,475 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,194 |
19,090 |
18,619 |
|
R3 |
18,941 |
18,837 |
18,550 |
|
R2 |
18,688 |
18,688 |
18,527 |
|
R1 |
18,584 |
18,584 |
18,503 |
18,636 |
PP |
18,435 |
18,435 |
18,435 |
18,461 |
S1 |
18,331 |
18,331 |
18,457 |
18,383 |
S2 |
18,182 |
18,182 |
18,434 |
|
S3 |
17,929 |
18,078 |
18,411 |
|
S4 |
17,676 |
17,825 |
18,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,545 |
18,286 |
259 |
1.4% |
129 |
0.7% |
88% |
False |
False |
138,018 |
10 |
18,554 |
18,286 |
268 |
1.4% |
135 |
0.7% |
85% |
False |
False |
133,293 |
20 |
18,623 |
18,286 |
337 |
1.8% |
120 |
0.7% |
68% |
False |
False |
120,003 |
40 |
18,623 |
18,170 |
453 |
2.4% |
124 |
0.7% |
76% |
False |
False |
119,514 |
60 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
93% |
False |
False |
139,910 |
80 |
18,623 |
16,961 |
1,662 |
9.0% |
166 |
0.9% |
93% |
False |
False |
110,256 |
100 |
18,623 |
16,961 |
1,662 |
9.0% |
165 |
0.9% |
93% |
False |
False |
88,225 |
120 |
18,623 |
16,961 |
1,662 |
9.0% |
160 |
0.9% |
93% |
False |
False |
73,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,842 |
2.618 |
18,726 |
1.618 |
18,655 |
1.000 |
18,611 |
0.618 |
18,584 |
HIGH |
18,540 |
0.618 |
18,513 |
0.500 |
18,505 |
0.382 |
18,496 |
LOW |
18,469 |
0.618 |
18,425 |
1.000 |
18,398 |
1.618 |
18,354 |
2.618 |
18,283 |
4.250 |
18,167 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,511 |
18,497 |
PP |
18,508 |
18,479 |
S1 |
18,505 |
18,462 |
|